-4.5%
DASH vs FISV
-45.2%
+40.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -4.8% | +22.3% | -27.1% | -11.9% |
| 30D | -7.9% | +39.2% | -47.1% | -18.7% |
| 3M | -16.3% | +21.2% | -37.5% | -22.5% |
| 6M | +10.4% | +14.5% | -4.1% | +3.7% |
| YTD | -20.1% | -5.4% | -14.7% | -19.6% |
| 1Y | -11.4% | -0.3% | -11.1% | -12.6% |
| 3Y | +114.1% | -46.8% | +160.9% | +109.6% |
| 5Y | -5.8% | -36.2% | +30.5% | -19.6% |
| All | -4.5% | -45.2% | +40.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling